Prediction for some non-Gaussian autoregressive schemes
- 30 June 1986
- journal article
- Published by Elsevier in Advances in Applied Mathematics
- Vol. 7 (2) , 182-198
- https://doi.org/10.1016/0196-8858(86)90030-8
Abstract
No abstract availableKeywords
This publication has 6 references indexed in Scilit:
- First-order autoregressive gamma sequences and point processesAdvances in Applied Probability, 1980
- On Prediction of Moving-Average ProcessesBell System Technical Journal, 1980
- Linear processes and bispectraJournal of Applied Probability, 1980
- Lower Bounds for Nonlinear Prediction Error in Moving Average ProcessesThe Annals of Probability, 1979
- Arithmetic properties of Bernoulli convolutionsTransactions of the American Mathematical Society, 1962
- On the Smoothness Properties of a Family of Bernoulli ConvolutionsAmerican Journal of Mathematics, 1940